CME Japanese Yen Future June 2014

Trading Metrics calculated at close of trading on 09-Apr-2014

Day Change Summary
	Previous	Current
	08-Apr-2014	09-Apr-2014	Change	Change %	Previous Week
Open	0.9706	0.9823	0.0117	1.2%	0.9725
High	0.9852	0.9842	-0.0010	-0.1%	0.9732
Low	0.9701	0.9793	0.0092	0.9%	0.9598
Close	0.9842	0.9830	-0.0012	-0.1%	0.9689
Range	0.0151	0.0049	-0.0102	-67.5%	0.0134
ATR	0.0071	0.0069	-0.0002	-2.2%	0.0000
Volume	205,262	119,871	-85,391	-41.6%	577,391

Daily Pivots for day following 09-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9969	0.9948	0.9857
R3	0.9920	0.9899	0.9843
R2	0.9871	0.9871	0.9839
R1	0.9850	0.9850	0.9834	0.9861
PP	0.9822	0.9822	0.9822	0.9827
S1	0.9801	0.9801	0.9826	0.9812
S2	0.9773	0.9773	0.9821
S3	0.9724	0.9752	0.9817
S4	0.9675	0.9703	0.9803

Weekly Pivots for week ending 04-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0075	1.0016	0.9763
R3	0.9941	0.9882	0.9726
R2	0.9807	0.9807	0.9714
R1	0.9748	0.9748	0.9701	0.9711
PP	0.9673	0.9673	0.9673	0.9654
S1	0.9614	0.9614	0.9677	0.9577
S2	0.9539	0.9539	0.9664
S3	0.9405	0.9480	0.9652
S4	0.9271	0.9346	0.9615

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9852	0.9598	0.0254	2.6%	0.0075	0.8%	91%	False	False	134,219
10	0.9852	0.9598	0.0254	2.6%	0.0069	0.7%	91%	False	False	127,992
20	0.9886	0.9598	0.0288	2.9%	0.0069	0.7%	81%	False	False	125,128
40	0.9889	0.9598	0.0291	3.0%	0.0068	0.7%	80%	False	False	67,666
60	0.9930	0.9548	0.0382	3.9%	0.0074	0.8%	74%	False	False	45,192
80	0.9930	0.9495	0.0435	4.4%	0.0068	0.7%	77%	False	False	33,919
100	1.0050	0.9495	0.0555	5.6%	0.0062	0.6%	60%	False	False	27,137
120	1.0293	0.9495	0.0798	8.1%	0.0052	0.5%	42%	False	False	22,615

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0050
2.618	0.9970
1.618	0.9921
1.000	0.9891
0.618	0.9872
HIGH	0.9842
0.618	0.9823
0.500	0.9818
0.382	0.9812
LOW	0.9793
0.618	0.9763
1.000	0.9744
1.618	0.9714
2.618	0.9665
4.250	0.9585

Fisher Pivots for day following 09-Apr-2014
Pivot	1 day	3 day
R1	0.9826	0.9808
PP	0.9822	0.9786
S1	0.9818	0.9764

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols